-37.1%
DOCS vs BR
+31.8%
-68.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +2.6% | +1.1% | +1.5% | +1.8% |
| 30D | +11.4% | +14.4% | -2.9% | +1.4% |
| 3M | +25.4% | +12.4% | +13.0% | +15.5% |
| 6M | +42.5% | +35.4% | +7.1% | +15.4% |
| YTD | -24.7% | -12.2% | -12.5% | -19.0% |
| 1Y | -32.9% | -12.7% | -20.2% | -27.6% |
| 3Y | +39.6% | +14.3% | +25.4% | +21.2% |
| 5Y | -54.6% | +19.3% | -73.9% | -66.3% |
| All | -37.1% | +31.8% | -68.9% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling